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Generalized Method of Moments and Macroeconomics
16 references·13 citing·29 second hop
Generalized Method of Moments and Macroeconomics (2002)Generalized Method of Moments and Macroec…Saving, Growth, and Investment: A Macroeconomic Analysis Using a Panel of Countries (2000)Saving, Growth, and Investmen…Habit Formation in Consumer Preferences: Evidence from Panel Data (2000)Habit Formation in Consumer P…Finite-Sample Properties of Some Alternative GMM Estimators (1996)Finite-Sample Properties of S…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous (1992)On the Estimation of Panel-Da…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…What does the term structure tell us about future inflation? (1990)What does the term structure …Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data (1986)Statistical Properties of Gen…Formulation and estimation of dynamic models using panel data (1982)Formulation and estimation of…Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Specification Tests in Econometrics (1978)Specification Tests in Econom…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Rampant corruption: The dilemma facing economic diversification in oil-abundant MENA countries (2022)Rampant corruption: The dilem…Unconventional monetary policy and income disparity in an aging society (2021)Unconventional monetary polic…Resource curse or rentier peace? The impact of natural resource rents on military expenditure (2021)Resource curse or rentier pea…An Econometric Approach on Performance, Assets, and Liabilities in a Sample of Banks from Europe, Israel, United States of America, and Canada (2021)An Econometric Approach on Pe…The nexus between infrastructure (quantity and quality) and economic growth in Sub Saharan Africa (2017)The nexus between infrastruct…Asymmetric Loss and the Rationality of Inflation Forecasts: Evidence from South Korea (2017)Asymmetric Loss and the Ratio…Managing Customer Profits: The Power of Habits (2014)Managing Customer Profits: Th…Impact of component supplier branding on profitability (2014)Impact of component supplier …Ties that Bind: The Impact of Multiple Types of Ties with a Customeron Sales Growth and Sales Volatility (2010)Ties that Bind: The Impact of…Inflation Dynamics in Indonesia: Equilibrium Correction and Forward-Looking Phillips Curve Approaches (2010)Inflation Dynamics in Indones…Macroeconomic risk influences on the property stock market (2006)Macroeconomic risk influences…Asymmetric Monetary Policy in Australia* (2006)Asymmetric Monetary Policy in…Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective (2004)Time-Varying Macroeconomic Ri…On the Pooling of Time Series and Cross Section Data (1978)Panel data and unobservable individual effects (1981)Using Online Conversations to Study Word-of-Mouth Communication (2004)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Time Series Regression with a Unit Root (1987)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Initial conditions and moment restrictions in dynamic panel data models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)Estimating dynamic panel data models: a guide for macroeconomists (1999)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1982Formulation and estimation of dynamic models using panel data2,852 cited
  • 1981Estimation of Dynamic Models with Error Components2,326 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 2000Habit Formation in Consumer Preferences: Evidence from Panel Data465 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 2000Saving, Growth, and Investment: A Macroeconomic Analysis Using a Panel of Countries369 cited
  • 1992

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On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous
337 cited
  • 1986Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data305 cited
  • Cited by

    • 2010Ties that Bind: The Impact of Multiple Types of Ties with a Customeron Sales Growth and Sales Volatility144 cited
    • 2017The nexus between infrastructure (quantity and quality) and economic growth in Sub Saharan Africa85 cited
    • 2014Managing Customer Profits: The Power of Habits76 cited
    • 2006Macroeconomic risk influences on the property stock market63 cited
    • 2021An Econometric Approach on Performance, Assets, and Liabilities in a Sample of Banks from Europe, Israel, United States of America, and Canada54 cited
    • 2014Impact of component supplier branding on profitability36 cited
    • 2004Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective36 cited
    • 2021Resource curse or rentier peace? The impact of natural resource rents on military expenditure35 cited
    • 2006Asymmetric Monetary Policy in Australia*34 cited
    • 2022Rampant corruption: The dilemma facing economic diversification in oil-abundant MENA countries17 cited
    • 2010Inflation Dynamics in Indonesia: Equilibrium Correction and Forward-Looking Phillips Curve Approaches15 cited
    • 2021Unconventional monetary policy and income disparity in an aging society12 cited
    • 2017Asymmetric Loss and the Rationality of Inflation Forecasts: Evidence from South Korea10 cited